How to format external drive for use against windows and mac

Hi.
Please bear with me, a possible MAC newbie here
I'm about to buy the 13" Mac Book Pro (after ditching the Lenovo X301 because of a super slow processor, slow FSB, slow intel graphics).
But I have a couple of questions before I buy this Mac Book Pro.
NOTE:
My main OS (stationary pc) is Windows, and will probably be so for a long time.
But I need a lightweight laptop while on the run, and could not actually find any other one than the Mac Book Pro that met my requirements.
I'm using Adobe Lightroom for indexing and managing images on my windows stationary computer and will also use Lightroom on my Mac Book Pro.
I'm to use an external HDD for this purpose and will need to be able to both write and read to/from that HDD from both MAC and Windows.
Export lightroom library to External HDD from Windows (thumbnails + keywords).
Import new images and edit keywords etc from mac book pro in lightroom.
Import changes into my windows library version after been edited from library in mac book pro.
What options do I have when it comes to formatting that HDD?
What will the PROS and CONS be for the different options?
Note (I'm not to switch to Aperture (my main computer is still Windows))
Regards

Hi.. and thanks for that answer... another related here:
I'm to buy this external drive:
http://www.lacie.com/no/products/product.htm?pid=11038
This page:
http://pc.wikia.com/wiki/FAT32
tells me that windows XP will only format FAT32 to max 32GB,
will my upcoming MAC book PRO be able to format that whole disk using FAT32?
Or do I have to use something else to format it with?
Regards

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